I encountered that error when I forgot to uncheck the Precompiled header from the additional options in the wizard after naming a new Win32 console application.
Because I don't need stdafx.h library, I removed it by going to Project menu, then click Properties or [name of our project] Properties or simply press Alt + F7. On the dropdownlist beside configuration, select All Configurations. Below that, is a tree node, click Configuration Properties, then C/C++. On the right pane, select Create/Use Precompiled Header, and choose Not using Precompiled Header.